Extrude Curve Between Two Paths
For this sort of thing you may use the Grid Fill operator, as long as all opposing loops have the exact same number of edges, and belong to the same mesh object.



If you want to use actual Bezier Curve objects as guids for lofting, you may look into using the BSurfaces Addon. See the Blender artists thread, or it's Wiki page.

This sort of thing is usually best modeled with either NURBS or Solid Modelling CAD based software, though.